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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

6 votes

Eigenvalues of permutations of a real matrix: can they all be real?

This is not a complete answer, but it might help with some higher-rank computations if you decide to do them. Out of some possibly irrational exuberance, I guessed that if there are any solutions, th …
S. Carnahan's user avatar
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26 votes
4 answers
1k views

Are there lightweight foundations for arbitrarily extendable objects?

My experience with foundations is rather scant, but I've run into some types of objects that seem to resist the sort of set-theoretic encoding schemes via Kurowski tuples that are rather common for ob …
S. Carnahan's user avatar
  • 45.7k
3 votes

Literature on behaviour of eigenfunctions under multiplication?

For question 1, one example of interest comes from the energy eigenfunctions of the one dimensional quantum harmonic oscillator. The Hilbert space is separable, and the Hamiltonian satisfies your con …
S. Carnahan's user avatar
  • 45.7k
48 votes
Accepted

Rolling a random walk on a sphere

Let $A = \begin{pmatrix} \cos \delta & -\sin \delta & 0 \\ \sin \delta & \cos \delta & 0 \\ 0 & 0 & 1 \end{pmatrix}$, and let $B = \begin{pmatrix} 1 & 0 & 0 \\ 0 & \cos \delta & -\sin \delta \\ 0 & \s …
S. Carnahan's user avatar
  • 45.7k
13 votes

Why is the Gaussian so pervasive in mathematics?

This is just a minor amplification of one of Terry Tao's points. For any prime $p$, the ring $\mathbb{Z}_p$ of $p$-adic integers forms an open compact additive subgroup of $\mathbb{Q}_p$, the complet …
S. Carnahan's user avatar
  • 45.7k
3 votes

Iterated Circumcircle

While you might conceivably get convergence a.s., you won't get convergence always, since one could have a sequence where only the vertex not adjacent to the longest edge is replaced. This would forc …
S. Carnahan's user avatar
  • 45.7k
4 votes

"The" random tree

Since it is regular of countably infinite degree, it is isomorphic to the union of Bruhat-Tits trees for PGL2(F) as F ranges over unramified extensions of a local field. The automorphism group theref …
S. Carnahan's user avatar
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40 votes

What is convolution intuitively?

I think one's standards of intuitiveness depend strongly on one's background. Even if a picture seems unintuitive at first, it can be helpful later. If you're an algebraist, I'd suggest the multipl …